HSBC Call 60 INTC 15.01.2027
/ DE000HS2RBP6
HSBC Call 60 INTC 15.01.2027/ DE000HS2RBP6 /
| 6/7/2024 8:35:25 PM |
Chg.0.000 |
Bid6/7/2024 |
Ask6/7/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.250EUR |
0.00% |
0.250
Bid Size: 100,000 |
0.260
Ask Size: 100,000 |
Intel Corporation |
60.00 USD |
1/15/2027 |
Call |
Master data
| WKN: |
HS2RBP |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
Intel Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 USD |
| Maturity: |
1/15/2027 |
| Issue date: |
10/31/2023 |
| Last trading day: |
1/14/2027 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.35 |
| Parity: |
-2.72 |
| Time value: |
0.26 |
| Break-even: |
57.69 |
| Moneyness: |
0.51 |
| Premium: |
1.07 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.01 |
| Spread %: |
4.00% |
| Delta: |
0.30 |
| Theta: |
0.00 |
| Omega: |
3.20 |
| Rho: |
0.15 |
Quote data
| Open: |
0.240 |
| High: |
0.260 |
| Low: |
0.240 |
| Previous Close: |
0.250 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.17% |
| 1 Month |
|
|
-3.85% |
| 3 Months |
|
|
-71.26% |
| YTD |
|
|
-75.49% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.230 |
| 1M High / 1M Low: |
0.280 |
0.230 |
| 6M High / 6M Low: |
1.040 |
0.230 |
| High (YTD): |
1/25/2024 |
1.020 |
| Low (YTD): |
6/4/2024 |
0.230 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.242 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.250 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.615 |
| Avg. volume 6M: |
|
18 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
79.14% |
| Volatility 6M: |
|
104.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
